Cart
Free US shipping over $10
Proud to be B-Corp

Big Data and Machine Learning in Quantitative Investment T Guida

Big Data and Machine Learning in Quantitative Investment By T Guida

Big Data and Machine Learning in Quantitative Investment by T Guida


$26.79
Condition - Very Good
Only 1 left

Faster Shipping

Get this product faster from our US warehouse

Big Data and Machine Learning in Quantitative Investment Summary

Big Data and Machine Learning in Quantitative Investment by T Guida

Get to know the 'why' and 'how' of machine learning and big data in quantitative investment

Big Data and Machine Learning in Quantitative Investment is not just about demonstrating the maths or the coding. Instead, it's a book by practitioners for practitioners, covering the questions of why and how of applying machine learning and big data to quantitative finance.

The book is split into 13 chapters, each of which is written by a different author on a specific case. The chapters are ordered according to the level of complexity; beginning with the big picture and taxonomy, moving onto practical applications of machine learning and finally finishing with innovative approaches using deep learning.

* Gain a solid reason to use machine learning

* Frame your question using financial markets laws

* Know your data

* Understand how machine learning is becoming ever more sophisticated

Machine learning and big data are not a magical solution, but appropriately applied, they are extremely effective tools for quantitative investment - and this book shows you how.

About T Guida

TONY GUIDA is a senior investment manager in quantitative equity at the investment manager of a major UK pension fund in London, where he manages multifactor systematic equity portfolios. During his career, he held such positions as senior consultant for smart beta and risk allocation at EDHEC RISK Scientific Beta and senior research analyst at UNIGESTION. He is a former member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients, and a regular speaker at quant conferences. Tony is chair of machineByte ThinkTank EMEA.

Table of Contents

CHAPTER 1 Do Algorithms Dream About Artificial Alphas? 1
By Michael Kollo

CHAPTER 2 Taming Big Data 13
By Rado Lipus and Daryl Smith

CHAPTER 3 State of Machine Learning Applications in Investment Management 33
By Ekaterina Sirotyuk

CHAPTER 4 Implementing Alternative Data in an Investment Process 51
By Vinesh Jha

CHAPTER 5 Using Alternative and Big Data to Trade Macro Assets 75
By Saeed Amen and Iain Clark

CHAPTER 6 Big Is Beautiful: How Email Receipt Data Can Help Predict Company Sales 95
By Giuliano De Rossi, Jakub Kolodziej and Gurvinder Brar

CHAPTER 7 Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multifactor Framework 129
By Tony Guida and Guillaume Coqueret

CHAPTER 8 A Social Media Analysis of Corporate Culture 149
By Andy Moniz

CHAPTER 9 Machine Learning and Event Detection for Trading Energy Futures 169
By Peter Hafez and Francesco Lautizi

CHAPTER 10 Natural Language Processing of Financial News 185
By M. Berkan Sesen, Yazann Romahi and Victor Li

CHAPTER 11 Support Vector Machine-Based Global Tactical Asset Allocation 211
By Joel Guglietta

CHAPTER 12 Reinforcement Learning in Finance 225
By Gordon Ritter

CHAPTER 13 Deep Learning in Finance: Prediction of Stock Returns with Long Short-Term Memory Networks 251
By Miquel N. Alonso, Gilberto Batres-Estrada and Aymeric Moulin

Biography 279

Additional information

CIN1119522196VG
9781119522195
1119522196
Big Data and Machine Learning in Quantitative Investment by T Guida
Used - Very Good
Hardback
John Wiley & Sons Inc
2019-02-15
296
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Big Data and Machine Learning in Quantitative Investment